Bayesian two-step estimation in differential equation models

DOI10.1214/15-EJS1099zbMath1330.62273arXiv1411.0793WikidataQ57440031 ScholiaQ57440031MaRDI QIDQ908270

Prithwish Bhaumik, Subhashis Ghosal

Publication date: 4 February 2016

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1411.0793

zbMATH Keywords

ordinary differential equationBernstein-von Mises theoremBayesian inferencespline smoothing

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Bayesian inference (62F15) General nonlinear regression (62J02)

Related Items (12)

Rates and coverage for monotone densities using projection-posterior ⋮ Two-step Bayesian methods for generalized regression driven by partial differential equations ⋮ Bayesian inference for higher-order ordinary differential equation models ⋮ Adaptive Semiparametric Bayesian Differential Equations Via Sequential Monte Carlo ⋮ Bayesian inference of mixed-effects ordinary differential equations models using heavy-tailed distributions ⋮ Bayesian smooth‐and‐match inference for ordinary differential equations models linear in the parameters ⋮ Coverage of credible intervals in Bayesian multivariate isotonic regression ⋮ A Bayesian approach to estimate parameters of ordinary differential equation ⋮ Coverage of credible intervals in nonparametric monotone regression ⋮ Bayesian analysis of mixed-effect regression models driven by ordinary differential equations ⋮ Convergence rates for Bayesian estimation and testing in monotone regression ⋮ Semiparametric mixed-effects ordinary differential equation models with heavy-tailed distributions

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